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| Main Authors: | , , , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2507.13764 |
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Table of Contents:
- We provide a general and rigorous proof for the strong consistency of maximum likelihood estimators of the cumulative distribution function of the mixing distribution and structural parameter under finite mixtures of location-scale distributions with a structural parameter. The consistency results do not require the parameter space of location and scale to be compact. We illustrate the results by applying them to finite mixtures of location-scale distributions with the component density function being one of the commonly used density functions: normal, logistic, extreme-value, or $t$. An extension of the strong consistency results to finite mixtures of multivariate elliptical distributions is also discussed.